The body of family head, Chunilal Bushara, was found hanging from a tree near his house in Dharampur area, said M P Patel, Sub-Inspector.
However, Bushara's wife, daughter and son were found dead in a river this evening, he said.
"It seems they have committed suicide but we are not ruling out any other angles. We are probing the cause behind the incident and are investigating relatives of the deceased," Patel said.
"Police have registered a case of accidental death as Bushara's body bore no mark of any external injury and handed it over to his relatives," he said
The autopsy of rest three bodies will be conducted tomorrow morning, he said.